Procedural learning is a fundamental cognitive function that facilitates efficient processing of and automatic responses to complex environmental stimuli. Here, we examined training-dependent and off-line changes of two sub-processes of procedural learning: namely, sequence learning and statistical learning. Whereas sequence learning requires the acquisition of order-based relationships between the elements of a sequence, statistical learning is based on the acquisition of probabilistic associations between elements. Seventy-eight healthy young adults (58 females and 20 males) completed the modified version of the Alternating Serial Reaction Time task that was designed to measure Sequence and Statistical Learning simultaneously. After training, participants were randomly assigned to one of three conditions: active wakefulness, quiet rest, or daytime sleep. We examined off-line changes in Sequence and Statistical Learning as well as further improvements after extended practice. Performance in Sequence Learning increased during training, while Statistical Learning plateaued relatively rapidly. After the off-line period, both the acquired sequence and statistical knowledge was preserved, irrespective of the vigilance state (awake, quiet rest or sleep). Sequence Learning further improved during extended practice, while Statistical Learning did not. Moreover, within the sleep group, cortical oscillations and sleep spindle parameters showed differential associations with Sequence and Statistical Learning. Our findings can contribute to a deeper understanding of the dynamic changes of multiple parallel learning and consolidation processes that occur during procedural memory formation.